Although the symptoms of major depressive disorder (MDD) are often manageable with pharmacotherapy, response to first-line antidepressant treatment is often less than optimal. This study describes long-term treatment patterns in MDD patients in the United States and quantifies the economic burden associated with different treatment patterns following first-line antidepressant therapy. MDD patients starting first-line antidepressant monotherapy and having continuous enrollment ≥12 months before and ≥24 months following the index date (i.e., the first documented prescription fill) were selected from the Truven Health Analytics MarketScan (2003-2014) database. Based on the type of first treatment change following initiation, six treatment cohorts were defined a priori ("persistence"; "discontinuation"; "switch"; "dose escalation"; "augmentation"; and "combination"). Treatment patterns through the fourth line of therapy within each cohort, healthcare resource utilization (HCRU), and cost analyses were restricted to patients with adequate treatment duration (defined as ≥42 days) in each line (analysis sub-sample, N = 21,088). HCRU and costs were described at the cohort and pattern levels. Treatment cohorts representing <5% of the analysis sub-sample were decided a priori not to be analyzed due to limited sample size. 39,557 patients were included. Mean age was 42.1 years, 61.1% of patients were female, and mean follow-up was 4.1 years. Among the analysis sub-sample, the discontinuation (49.1%), dose escalation (37.4%), and switch (6.6%) cohorts were the most common of all treatment cohorts. First-line antidepressant discontinuation without subsequent MDD pharmacotherapy (22.9%) and cycling between discontinuation and resumption (11.2%) were the two most common treatment patterns. Median time to discontinuation was 23 weeks. The switch cohort exhibited the highest HCRU (18.9 days with medical visits per-patient-per-year) and greatest healthcare costs ($11,107 per-patient-per-year) following the index date. Treatment patterns representing a cycling on and off treatment in the switch cohort were associated with the greatest healthcare costs overall. A high proportion of patients discontinue first-line antidepressant shortly after initiation. Patterns representing a cycling on and off treatment in the switch cohort were associated with the highest healthcare costs. These findings underscore challenges in effectively treating patients with MDD and a need for personalized patient management.